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BNP Paribas Call 12 FTK 20.12.202.../  DE000PN2E4Y1  /

EUWAX
2024-06-07  9:11:38 AM Chg.- Bid8:02:25 AM Ask8:02:25 AM Underlying Strike price Expiration date Option type
2.96EUR - 2.86
Bid Size: 1,049		 3.03
Ask Size: 991		 FLATEXDEGIRO AG NA O... 12.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E4Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 3.06
Intrinsic value: 2.21
Implied volatility: 0.41
Historic volatility: 0.41
Parity: 2.21
Time value: 0.84
Break-even: 15.05
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.17
Spread %: 5.90%
Delta: 0.78
Theta: 0.00
Omega: 3.65
Rho: 0.04
 

Quote data

Open: 2.96
High: 2.96
Low: 2.96
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.96%
1 Month  
+42.31%
3 Months  
+588.37%
YTD  
+116.06%
1 Year  
+184.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.96 2.71
1M High / 1M Low: 2.96 1.98
6M High / 6M Low: 2.96 0.42
High (YTD): 2024-06-07 2.96
Low (YTD): 2024-03-11 0.42
52W High: 2024-06-07 2.96
52W Low: 2023-09-27 0.37
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   0.00
Volatility 1M:   101.84%
Volatility 6M:   287.53%
Volatility 1Y:   233.36%
Volatility 3Y:   -